本文提出了一种风险感知的双层投标策略，用于集成电转氢（Power-to-Hydrogen, P2H）系统的虚拟电厂（Virtual Power Plant, VPP），以应对可再生能源波动性和市场波动性带来的挑战。通过在双层优化框架中引入条件风险价值（Conditional Value at Risk, CVaR），所提策略使虚拟电厂能够缓解与不确定市场条件相关的财务风险。上层问题旨在通过最优投标实现收益最大化，下层问题则确保市场出清合规性。P2H系统的集成使得多余的可再生能源能够以氢的形式存储，氢作为能量载体加以利用，从而提高市场盈利能力并增强对财务风险的抵御能力。通过在改进的IEEE 14节点系统上进行验证，结果表明，在波动的市场条件下，引入P2H系统和基于CVaR的风险规避机制能够同时提升收益和财务对冲能力。本文强调了氢存储在虚拟电厂运行中的战略作用，有助于支持提高盈利能力以及风险感知投标策略的有效性。
英文摘要：
This paper presents a risk-aware bi-level bidding strategy for Virtual Power Plant (VPP) that integrates Power-to-Hydrogen (P2H) system, addressing the challenges posed by renewable energy variability and market volatility. By incorporating Conditional Value at Risk (CVaR) within the bi-level optimization framework, the proposed strategy enables VPPs to mitigate financial risks associated with uncertain market conditions. The upper-level problem seeks to maximize revenue through optimal bidding, while the lower-level problem ensures market-clearing compliance. The integration of the P2H system allows surplus renewable energy to be stored as hydrogen, which is utilized as an energy carrier, thereby increasing market profitability and enhancing resilience against financial risks. The effectiveness of the proposed strategy is validated through a modified IEEE 14 bus system, demonstrating that the inclusion of the P2H system and CVaR-based risk aversion enhances both revenue and financial hedging capability under volatile market conditions.This paper underscores the strategic role of hydrogen storage in VPP operations, contributing to supporting improved profitability and the efficacy of a risk-aware bidding strategy.
Integrating Fast-response Capability into Virtual Power Plant Operation for Ancillary Services
Electric Power Dispatching and Control Center, China Southern Power Grid（中国南方电网电力调度控制中心）；State Key Laboratory of Power System Operation and Control, Dept. of Electrical Eng., Tsinghua Univ.（清华大学电气工程系电力系统运行与控制国家重点实验室）
Harmonic Cancellation in Multi-Electrolyzer P2H Plants via Phasor-Modulated Production Scheduling
College of Electrical Engineering, Sichuan University（四川大学电气工程学院）；Harvard John A. Paulson School of Engineering and Applied Sciences, Harvard University（哈佛大学约翰·保尔森工程与应用科学学院）
Low carbon optimal scheduling of integrated energy system considering waste heat utilization under the coordinated operation of incineration power plant and P2G
Mitigating business risks from renewable PPA power sourcing uncertainties for European green hydrogen production: Robust system design, regulatory adjustments and offtake flexibility
